mesmer.calibrate_mesmer.train_lv_find_localized_ecov

mesmer.calibrate_mesmer.train_lv_find_localized_ecov(y, wgt_scen_eq, aux, cfg)

Find suitable localization radius for empirical covariance matrix and derive localized empirical cov matrix.

Parameters:

• y (np.ndarray) – 2d array (sample, gp) of specific target

• wgt_scen_eq (np.ndarray) – 1d array (sample) of sample weights

• aux (dict) – provides auxiliary variables needed for lv method at hand

  • [“phi_gc”] (dict with localisation radii as keys and each containing a 2d array (gp, gp) of of Gaspari-Cohn correlation matrix

• cfg (module) – config file containing metadata

Returns:

• localized_empirical_covariance (xr.Dataset) – Dataset containing three DataArrays:

• localization_radius (float) – Selected localization radius.

• covariance (xr.DataArray) – Empirical covariance matrix.

• localized_covariance (xr.DataArray) – Localized empirical covariance matrix.

Notes

• Function could also handle determining ecov of several variables but would all have to be passed in same 2d y array (with corresponding wgt_scen_eq, aux[“phi_gc”] shapes)